Main image
Click to view image in fullscreen
![]()
Principles Of Infinitesimal Stochastic And Financial Analysis
An analysis of the discrete-time version of the Black-Scholes model, namely the Cox-Ross-Rubinstein model. The book gives a complete description of its background. The novelty lies in the fact that orders of magnitude are imposed on the parameters of the model.
580,00 DH
Sur commande
An analysis of the discrete-time version of the Black-Scholes model, namely the Cox-Ross-Rubinstein model. The book gives a complete description of its background. The novelty lies in the fact that orders of magnitude are imposed on the parameters of the model.
| ISBN / EAN | 9789810243586 |
|---|---|
| Auteur | Van Den Berg, Imme (Univ De Evora, Portugal) |
| Editeur | World Scientific Publishing Co Pte Ltd |